+152.4%
SPGI vs PDD
+203.8%
-51.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.8% | +0.9% |
| 7D | -0.9% | -1.4% | +0.6% | -0.8% |
| 30D | +15.5% | -1.0% | +16.6% | +15.6% |
| 3M | +15.7% | -12.3% | +27.9% | +16.8% |
| 6M | +19.1% | -18.5% | +37.6% | +20.7% |
| YTD | -4.1% | -29.0% | +24.9% | -1.8% |
| 1Y | +1.2% | -40.7% | +41.9% | +4.9% |
| 3Y | +31.6% | -25.7% | +57.3% | +31.3% |
| 5Y | +12.4% | -3.3% | +15.7% | +4.7% |
| All | +152.4% | +203.8% | -51.4% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PDD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling